+308.8%
EWY vs WST
+325.7%
-16.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +6.7% | -1.7% | +8.3% | +7.0% |
| 30D | +17.0% | -4.3% | +21.3% | +18.0% |
| 3M | +3.7% | +0.7% | +2.9% | +3.3% |
| 6M | +42.5% | +36.0% | +6.5% | +33.3% |
| YTD | +96.2% | +22.7% | +73.5% | +87.0% |
| 1Y | +160.4% | +34.1% | +126.3% | +142.7% |
| 3Y | +231.7% | -13.6% | +245.2% | +224.0% |
| 5Y | +153.3% | -26.0% | +179.2% | +151.2% |
| 10Y | +308.8% | +335.8% | -26.9% | +138.8% |
| All | +308.8% | +325.7% | -16.9% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling